Mathematics — Linear Algebra · gram-schmidt-procedure
Problem
Make P2(R) into an inner product space by defining ⟨p,q⟩=∫01pq for all p,q∈P2(R).
(a) Apply the Gram--Schmidt procedure to the basis 1,x,x2 to produce an orthonormal basis of P2(R).
(b) The differentiation operator (the operator that takes p to p′) on P2(R) has an upper-triangular matrix with respect to the basis 1,x,x2, which is not an orthonormal basis. Find the matrix of the differentiation operator on P2(R) with respect to the orthonormal basis produced in (a) and verify that this matrix is upper triangular, as expected from the proof of 6.37.